Model Development Specialist - Quant Risk & Capital

Standard Bank Group; Johannesburg; Sur place; ZAR 900 000 - 1 800 000; Plein temps

Résumé du poste

Standard Bank Group in Johannesburg seeks a quantitative professional to design, develop, and maintain an integrated Treasury Capital Management (TCM) modelling suite. You will support model builds and data analytics, ensuring alignment with the Group Model Risk Framework.

Ideal candidates have 3–4 years in financial services, with hands-on Python, R or SQL for modelling, and exposure to Economic Capital, Liquidity Risk, ICAAP or IRRBB, plus data engineering and ETL experience.

Qualifications

• 3-4 years of experience in financial services, specifically quantitative risk, treasury or balance sheet management.
• Practical experience in statistical programming and data science using Python, R or SQL to develop, test and execute models.
• Exposure to Treasury domains such as Economic Capital, Liquidity Risk (LCR/NSFR), Capital Management (ICAAP), or IRRBB.
• Experience in data engineering and ETL processes with large, unstructured datasets.

Responsabilités

• Design, develop and maintain the integrated suite of TCM models.
• Provide support in model builds and data analytics to meet Group Model Risk Framework standards.
• Ensure data integrity and governance for modelling activities.

Connaissances

Python

R

SQL

Statistical programming

Data science

Formation

First Degree – Finance and Accounting

First Degree – Information Technology

First Degree – Mathematical Sciences

First Degree – Quantitative Studies

Outils

ETL

Description du poste

Standard Bank Group in Johannesburg seeks a quantitative professional to design, develop, and maintain an integrated Treasury Capital Management (TCM) modelling suite. You will support model builds and data analytics, ensuring alignment with the Group Model Risk Framework.

Ideal candidates have 3–4 years in financial services, with hands-on Python, R or SQL for modelling, and exposure to Economic Capital, Liquidity Risk, ICAAP or IRRBB, plus data engineering and ETL experience.